Sol-gel routes were developed to Ba2NaNb5O15, BaTiO3, Ba0.8Pb0.2TiO3, Ba0.8Sr0.2TiO3, Bi4Ti3O12, LiNbO3, LiTaO3, Pb5Ge3O11, PbTiO3, Pb0.85La0.15Ti0.96O3, PbZr0.2Ti0.8O3, WO3 and ZnO thin films. Second harmonic generation (SHG) from these films deposited on fused SiO2 was investigated as a function of processing temperature. The SHG values were found to be related to the second-order nonlinear optical susceptibilities of the bulk materials, and dependent on the crystal size and crystalline orientation of the film. The highest SHG observed was from PbTiO3 films which is consistent with the fact that the d-coefficient of PbTiO3 is the highest among that of any room temperature ferroelectric. The poor SHG activity of BaTiO3-based films was due to the very small grain size of the sol-gel derived material.